Modify makeBaseWrapper to unlock wrapped feature selection and tuning and to prevent errors in wrapped feature selection and imputation

[tjpalanca]

This change relaxes the restrictions in makeBaseWrapper so that:

1. Only wrappers of class TuneWrapper (instead of any of class OptWrapper) must be placed at innermost loop and cannot wrap around anything else.

This unlocks two use cases related to issues #1861 and #1806:

1. Feature selection + hyperparameter tuning + model validation (nested-nested CV)? #1861 Allows feature selection in an outer loop and tuning within each candidate feature set.
2. ImputationWrapper and FeatSelWrapper conflict when imputed column is missing from candidate feature set #1806 Allows imputation to take place before the feature selection loop so that it does not fail in the case when the candidate feature set in feature selection does not include specified column names via the cols argument.

Thank you!

[larskotthoff]

Thanks. Could you add a test for the new checks please?

[tjpalanca]

I've changed the incorrect logic in the first commit to reflect the required behavior.

I've also added two tests for: (1) the required use case mentioned in #1861 and (2) catching the error when a TuneWrapper is not in the innermost resampling loop.

[lintr-bot]

tests/testthat/test_base_BaseWrapper.R:31:41: style: Place a space before left parenthesis, except in a function call.

​      makeDiscreteParam("C", values = 2^(-2:2)),
                                        ^

tests/testthat/test_base_BaseWrapper.R:32:45: style: Place a space before left parenthesis, except in a function call.

​      makeDiscreteParam("sigma", values = 2^(-2:2))
                                            ^

tests/testthat/test_base_BaseWrapper.R:60:43: style: Place a space before left parenthesis, except in a function call.

​        makeDiscreteParam("C", values = 2^(-2:2)),
                                          ^

tests/testthat/test_base_BaseWrapper.R:61:47: style: Place a space before left parenthesis, except in a function call.

​        makeDiscreteParam("sigma", values = 2^(-2:2))
                                              ^

[larskotthoff]

Thanks, this looks good to me. I'd like to have somebody else to have a look though @berndbischl @mllg @jakob-r

[larskotthoff]

Ping @berndbischl @mllg @jakob-r